Title:Forecasting Aggregated Time Series Variables: A Survey
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Author(s):LUETKEPOHL, HelmutDate:2009Type of Publication:Working PaperSeries/Report no.:EUI ECO; 2009/17Abstract:Aggregated times series variables can be forecasted in different ways. For example, they may be forecasted on the basis of the aggregate series or forecasts of disaggregated variables may be obtained first and then these ...